Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 03-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
162.05 |
161.55 |
-0.50 |
-0.3% |
165.00 |
High |
162.60 |
162.32 |
-0.28 |
-0.2% |
165.44 |
Low |
161.65 |
161.52 |
-0.13 |
-0.1% |
161.65 |
Close |
161.87 |
161.65 |
-0.22 |
-0.1% |
161.87 |
Range |
0.95 |
0.80 |
-0.15 |
-15.8% |
3.79 |
ATR |
0.76 |
0.76 |
0.00 |
0.4% |
0.00 |
Volume |
598,644 |
418,055 |
-180,589 |
-30.2% |
4,950,031 |
|
Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.23 |
163.74 |
162.09 |
|
R3 |
163.43 |
162.94 |
161.87 |
|
R2 |
162.63 |
162.63 |
161.80 |
|
R1 |
162.14 |
162.14 |
161.72 |
162.39 |
PP |
161.83 |
161.83 |
161.83 |
161.95 |
S1 |
161.34 |
161.34 |
161.58 |
161.59 |
S2 |
161.03 |
161.03 |
161.50 |
|
S3 |
160.23 |
160.54 |
161.43 |
|
S4 |
159.43 |
159.74 |
161.21 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.36 |
171.90 |
163.95 |
|
R3 |
170.57 |
168.11 |
162.91 |
|
R2 |
166.78 |
166.78 |
162.56 |
|
R1 |
164.32 |
164.32 |
162.22 |
163.66 |
PP |
162.99 |
162.99 |
162.99 |
162.65 |
S1 |
160.53 |
160.53 |
161.52 |
159.87 |
S2 |
159.20 |
159.20 |
161.18 |
|
S3 |
155.41 |
156.74 |
160.83 |
|
S4 |
151.62 |
152.95 |
159.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.33 |
161.52 |
3.81 |
2.4% |
1.29 |
0.8% |
3% |
False |
True |
849,603 |
10 |
165.44 |
161.52 |
3.92 |
2.4% |
0.84 |
0.5% |
3% |
False |
True |
770,607 |
20 |
165.55 |
161.52 |
4.03 |
2.5% |
0.70 |
0.4% |
3% |
False |
True |
690,368 |
40 |
165.55 |
161.52 |
4.03 |
2.5% |
0.63 |
0.4% |
3% |
False |
True |
436,954 |
60 |
165.93 |
161.52 |
4.41 |
2.7% |
0.63 |
0.4% |
3% |
False |
True |
295,339 |
80 |
165.93 |
160.17 |
5.76 |
3.6% |
0.65 |
0.4% |
26% |
False |
False |
221,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.72 |
2.618 |
164.41 |
1.618 |
163.61 |
1.000 |
163.12 |
0.618 |
162.81 |
HIGH |
162.32 |
0.618 |
162.01 |
0.500 |
161.92 |
0.382 |
161.83 |
LOW |
161.52 |
0.618 |
161.03 |
1.000 |
160.72 |
1.618 |
160.23 |
2.618 |
159.43 |
4.250 |
158.12 |
|
|
Fisher Pivots for day following 03-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.92 |
162.42 |
PP |
161.83 |
162.16 |
S1 |
161.74 |
161.91 |
|